Skorohod and rough integration for stochastic differential equations driven by Volterra processes-Reference-Cited by-同舟云学术

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Skorohod and rough integration for stochastic differential equations driven by Volterra processes

Published:2021-02-01 Issue:1 Volume:57 Page:
ISSN:0246-0203
Container-title:Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
language:
Short-container-title:Ann. Inst. H. Poincaré Probab. Statist.

Author:

Cass Thomas¹,Lim Nengli²

Affiliation:

1. Department of Mathematics, Imperial College London, Huxley Building, London, SW7 2AZ, United Kingdom

2. Singapore University of Technology and Design, 8 Somapah Rd., Singapore 487372

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes;Bernoulli;2024-05-01

2. Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes;Stochastic Analysis and Applications;2024-04

3. On the Wiener chaos expansion of the signature of a Gaussian process;Probability Theory and Related Fields;2024-01-04

4. Combinatorial approach to the calculation of projection coefficients for the simplest Gaussian-Volterra process;Modern Stochastics: Theory and Applications;2024

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